So, not downloading, but installing [technically these are different things]?
first, strongly recommended practice is to not log in/run PC as local admin [been true since WInNT in the mid 90s]. I'm such a staunch supporter of this basic practice that I won't help [tech support] family members who use MS default of a user being a local admin
that message means Outlook has something open that OBS is trying to modify (most likely)... so close Outlook (and everything else why you are at it.. better yet, make sure you have a separate admin account, log off, log on as local Admin, and install now. Then make sure you regular user account isn't a local admin)